Dynamic portfolio selection under capital-at-risk with no short-selling constraints (Q3100996)
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scientific article; zbMATH DE number 5976539
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| English | Dynamic portfolio selection under capital-at-risk with no short-selling constraints |
scientific article; zbMATH DE number 5976539 |
Statements
DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (English)
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22 November 2011
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continuous-time
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portfolio selection
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portfolio optimization
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capital at risk
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short-selling
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0.8649736046791077
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0.8231531381607056
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0.8214343190193176
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0.8080031275749207
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